| 更新時間： | 2020年7月2日 PM 7:35:18 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 28/05/20 | 34.730% | 23132.76 | 29.402% | 29.603% | +5.127% | 37.384% | -2.654% |
| 29/05/20 | 33.990% | 22961.47 | 29.436% | 29.607% | +4.383% | 37.145% | -3.155% |
| 01/06/20 | 28.490% | 23732.52 | 27.731% | 29.265% | -0.775% | 35.995% | -7.505% |
| 02/06/20 | 27.740% | 23995.94 | 27.810% | 28.791% | -1.051% | 35.176% | -7.436% |
| 03/06/20 | 26.480% | 24325.62 | 28.014% | 28.479% | -1.999% | 34.561% | -8.081% |
| 04/06/20 | 25.630% | 24366.30 | 27.864% | 28.171% | -2.541% | 33.956% | -8.326% |
| 05/06/20 | 24.930% | 24770.41 | 28.207% | 27.925% | -2.995% | 33.430% | -8.500% |
| 08/06/20 | 25.830% | 24776.77 | 27.717% | 27.923% | -2.093% | 32.739% | -6.909% |
| 09/06/20 | 24.750% | 25057.22 | 27.393% | 27.839% | -3.089% | 32.412% | -7.662% |
| 10/06/20 | 23.340% | 25049.73 | 27.388% | 27.714% | -4.374% | 32.039% | -8.699% |
| 11/06/20 | 25.990% | 24480.15 | 28.355% | 27.812% | -1.822% | 31.924% | -5.934% |
| 12/06/20 | 29.080% | 24301.38 | 28.515% | 27.874% | +1.206% | 31.766% | -2.686% |
| 15/06/20 | 32.340% | 23776.95 | 29.472% | 28.225% | +4.115% | 31.470% | +0.870% |
| 16/06/20 | 28.220% | 24344.09 | 29.928% | 28.732% | -0.512% | 31.799% | -3.579% |
| 17/06/20 | 27.560% | 24481.41 | 29.992% | 29.252% | -1.692% | 32.136% | -4.576% |
| 18/06/20 | 27.660% | 24464.94 | 29.918% | 29.565% | -1.905% | 32.236% | -4.576% |
| 19/06/20 | 26.870% | 24643.89 | 22.395% | 28.341% | -1.471% | 30.669% | -3.799% |
| 22/06/20 | 27.260% | 24511.34 | 22.584% | 26.963% | +0.297% | 28.514% | -1.254% |
| 23/06/20 | 26.760% | 24907.34 | 21.945% | 25.367% | +1.393% | 26.617% | +0.143% |
| 24/06/20 | 26.380% | 24781.58 | 22.134% | 23.795% | +2.585% | 24.772% | +1.608% |
| 26/06/20 | 27.340% | 24549.99 | 22.526% | 22.317% | +5.023% | 22.867% | +4.473% |
| 29/06/20 | 28.560% | 24301.28 | 22.967% | 22.431% | +6.129% | 22.431% | +6.129% |
| 30/06/20 | 26.440% | 24427.19 | 19.739% | 21.862% | +4.578% | 27.249% | -0.809% |
| 02/07/20 | 24.420% | 25124.19 | 21.478% | 21.769% | +2.651% | 26.776% | -2.356% |
| 國企指數期權引伸波幅分析 | |||||||
| 日期 | 國指波幅指數 | 國企指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 28/05/20 | 32.320% | 9551.56 | 26.260% | 26.823% | +5.497% | 33.874% | -1.554% |
| 29/05/20 | 31.460% | 9561.03 | 26.275% | 26.685% | +4.775% | 33.480% | -2.020% |
| 01/06/20 | 27.240% | 9833.83 | 22.827% | 25.843% | +1.397% | 31.787% | -4.547% |
| 02/06/20 | 26.620% | 9876.25 | 22.641% | 24.887% | +1.733% | 30.407% | -3.787% |
| 03/06/20 | 25.860% | 9967.53 | 22.569% | 24.114% | +1.746% | 29.264% | -3.404% |
| 04/06/20 | 25.070% | 9967.93 | 22.472% | 23.357% | +1.713% | 28.153% | -3.083% |
| 05/06/20 | 24.550% | 10066.25 | 22.437% | 22.589% | +1.961% | 27.042% | -2.492% |
| 08/06/20 | 25.550% | 10008.88 | 22.144% | 22.452% | +3.098% | 26.325% | -0.775% |
| 09/06/20 | 24.130% | 10121.13 | 21.590% | 22.242% | +1.888% | 25.896% | -1.766% |
| 10/06/20 | 22.730% | 10143.48 | 21.591% | 22.047% | +0.683% | 25.487% | -2.757% |
| 11/06/20 | 25.650% | 9944.60 | 22.297% | 22.012% | +3.638% | 25.266% | +0.384% |
| 12/06/20 | 29.810% | 9832.53 | 22.720% | 22.068% | +7.742% | 25.150% | +4.660% |
| 15/06/20 | 33.510% | 9655.83 | 23.535% | 22.347% | +11.163% | 24.916% | +8.594% |
| 16/06/20 | 28.870% | 9867.63 | 24.159% | 22.860% | +6.010% | 25.301% | +3.569% |
| 17/06/20 | 28.290% | 9909.63 | 24.203% | 23.383% | +4.907% | 25.688% | +2.602% |
| 18/06/20 | 28.560% | 9916.45 | 24.105% | 23.744% | +4.816% | 25.890% | +2.670% |
| 19/06/20 | 27.900% | 9974.59 | 18.594% | 22.919% | +4.981% | 24.802% | +3.098% |
| 22/06/20 | 28.790% | 9879.02 | 18.973% | 22.007% | +6.783% | 23.272% | +5.518% |
| 23/06/20 | 28.770% | 9993.48 | 18.618% | 20.899% | +7.871% | 21.928% | +6.842% |
| 24/06/20 | 27.580% | 9936.66 | 18.812% | 19.820% | +7.760% | 20.634% | +6.946% |
| 26/06/20 | 28.600% | 9853.18 | 19.153% | 18.830% | +9.770% | 19.294% | +9.306% |
| 29/06/20 | 29.110% | 9757.69 | 19.502% | 19.012% | +10.098% | 19.012% | +10.098% |
| 30/06/20 | 26.890% | 9758.63 | 16.915% | 18.600% | +8.290% | 23.183% | +3.707% |
| 02/07/20 | 25.230% | 10056.86 | 19.886% | 18.854% | +6.376% | 23.190% | +2.040% |